| Metric | 11375230:btcusd:triple_med_gx:lsma120_40 | 11375230:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 9.68% | 220.31% |
| Max Drawdown | -28.9% | -67.18% |
| Sharpe | 0.12 | 0.45 |
| Sortino | 0.17 | 0.66 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.04 | 1.08 |
| Common Sense Ratio | 1.19 | 1.08 |
| CPC Index | 0.53 | 0.58 |
| Tail Ratio | 1.14 | 1.0 |
| Outlier Win Ratio | 31.18 | 3.45 |
| Outlier Loss Ratio | 4.33 | 3.48 |
| Volatility (ann.) | 10.77% | 26.14% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.09 | 0.6 |
| Skew | 1.07 | 0.2 |
| Kurtosis | 41.18 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.22% | 2.74% |
| Expected Yearly % | 2.34% | 33.78% |
| Kelly Criterion | -1.58% | 5.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.22% |
| Expected Shortfall (cVaR) | -0.92% | -2.22% |
| Year | 11375230:BTCUSD | 11375230:btcusd:triple_med_gx:lsma120_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 11.80 | -0.21 | + |
| 2023 | 155.54 | 7.58 | 0.05 | - |
| 2024 | 121.00 | -4.77 | -0.04 | - |
| 2025 | 30.14 | -4.25 | -0.14 | - |
| Metric | 11375230:btcusd:triple_med_gx:lsma120_40 | 11375230:BTCUSD |
|---|---|---|
| MTD | 7.84% | 13.36% |
| 3M | 11.06% | 45.08% |
| 6M | -3.14% | 28.47% |
| YTD | -4.25% | 30.14% |
| 1Y | 3.76% | 105.13% |
| 3Y (ann.) | 2.07% | 81.7% |
| 5Y (ann.) | 2.71% | 40.11% |
| Metric | 11375230:btcusd:triple_med_gx:lsma120_40 | 11375230:BTCUSD |
|---|---|---|
| Max Drawdown | -28.9% | -67.18% |
| Longest DD Days | 489.0 | 683.0 |
| Avg. Drawdown | -5.89% | -6.34% |
| Avg. Drawdown Days | 69.0 | 32.0 |
| Recovery Factor | 0.33 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-11 | 2025-07-14 | -28.90 | 489 |
| 2022-06-06 | 2023-01-20 | -23.96 | 228 |
| 2023-01-21 | 2023-10-29 | -13.55 | 280 |
| 2022-02-15 | 2022-05-30 | -8.30 | 104 |
| 2023-11-02 | 2024-03-04 | -8.27 | 123 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2022-02-05 | 2022-02-15 | -4.51 | 9 |
| 2024-03-08 | 2024-03-11 | -2.22 | 2 |
| 2023-10-30 | 2023-10-31 | -1.01 | 1 |
| Metric | 11375230:btcusd:triple_med_gx:lsma120_40 | 11375230:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 12.5% | 35.75% |
| Worst Week | -9.23% | -29.64% |
| Best Month | 11.88% | 43.77% |
| Worst Month | -13.44% | -37.12% |
| Best Year | 11.8% | 155.54% |
| Worst Year | -4.77% | -56.42% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.75% | -0.79% |
| Avg. Up Week | 3.18% | 5.51% |
| Avg. Down Week | -2.43% | -4.38% |
| Avg. Up Month | 5.64% | 17.88% |
| Avg. Down Month | -5.01% | -12.69% |
| Win Days % | 46.94% | 51.32% |
| Win Month % | 50.0% | 62.79% |
| Win Week % | 45.45% | 51.63% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |